Multi-period loan interest rate Nash model with Basel II solvency constraint (Q2097313)
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scientific article; zbMATH DE number 7615824
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| English | Multi-period loan interest rate Nash model with Basel II solvency constraint |
scientific article; zbMATH DE number 7615824 |
Statements
Multi-period loan interest rate Nash model with Basel II solvency constraint (English)
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11 November 2022
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Nash equilibrium model
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one factor KMV/riskmetrics model
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Basel II solvency constraint
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credit rating
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loan interest rate
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0.9468910098075868
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0.7359911203384399
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0.718612015247345
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0.7159185409545898
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0.7159157395362854
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